Featured Counterparty Risk Content

White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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Newsletter Issue – Mar 13, 2023
Thinking Derivatively – March 2023 Newsletter

In this Issue | Energy Trading Themes, Numerix Case Study on Enhancing Risk Analytics, Technology Insights

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

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White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

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Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

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Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

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White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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Numerix Counterparty RIsk Research & Insights

Managing Increased Valuation Complexity Of Credit Support Annexes
Global Capital | February 15, 2013 | Dan Li, v.p. Numerix financial engineering 
Dan Li of Numerix discusses the...
On-Demand Webinar | OIS Discounting Revisited - Swap Pricing in a Centrally Cleared World
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through...
The Futurization of Swaps – Dissecting the Debate

In this video blog, James Jockle, Numerix CMO, and Udi Sela, 20-year FX veteran and Vice President of Client...
Attention CROs: Do You Have All the Right Strategies in Place?
RISK EXECUTIVE SERIES: PART I
James J. Jockle, Chief Marketing Officer at Numerix, speaks out on the challenging...
The Intersection of Big Data and Risk Management
Risk management is dependent on data. But post crisis, modern risk management in banking poses unique Big Data...
Analyst Report | Derivatives Pricing and Risk Analytics – Industrializing Derivatives Markets
Download this Complimentary Special Report from Celent
In this new report, Cubillas Ding, Research Director at...
Art and Science: Credit Valuation Challenge II
Waters Technology | January 24, 2013 | By James Rundle
Denny Yu of Numerix discusses CVA bank reporting.
Analysis: The Murky World of Derivatives Pricing
FOW | January 7, 2013 | By Galen Stops
Jim Jockle, Numerix CMO discusses how increased standardization and central...
2012 Risk Technology Rankings: Numerix wins first place for CVA, FVA & DVA and tops Cross-Asset and Structured Products Pricing
Risk | December 2012 | By Clive Davidson
Breaking the banks?
Numerix finished first among the top ten technology...
Developing cost effective solutions at CCP Level
FTSE Global Markets | November 23, 2012 | By Editors
Jim Jockle, CMO discusses the notion of "to clear, or not to...

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